+20.2%
CLF vs GH
+80.5%
-60.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -3.7% | -5.5% | -8.4% |
| 7D | -7.9% | -7.7% | -0.2% | -6.3% |
| 30D | +5.2% | -10.0% | +15.2% | +7.5% |
| 3M | +4.3% | +5.5% | -1.2% | +3.0% |
| 6M | +25.3% | +84.9% | -59.6% | +6.1% |
| YTD | -3.3% | +65.0% | -68.4% | -17.0% |
| 1Y | +20.2% | +71.8% | -51.6% | +1.1% |
| All | +20.2% | +80.5% | -60.3% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling